FOREX Microstructure, Invisible Price Determinants,and the Central Bank's Understanding of Exchange Rate Formation
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- Martin D.D. Evans & Richard K. Lyons, 2017.
"Order Flow and Exchange Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290,
World Scientific Publishing Co. Pte. Ltd..
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- Evans, Martin D. & Lyons, Richard K., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance, Working Paper Series qt0dh1c16w, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
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Cited by:
- Scalia, Antonio, 2008.
"Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic,"
Journal of International Money and Finance, Elsevier, vol. 27(4), pages 529-546, June.
- Antonio Scalia, 2006. "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers) 579, Bank of Italy, Economic Research and International Relations Area.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013.
"Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011.
"Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
- M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.
- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- Alexis Derviz, 2007. "Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information," Working Papers IES 2007/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2007.
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More about this item
Keywords
forex microstructure; multiple dealership; order flow; pricing schedule.;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-04-16 (Finance)
- NEP-IFN-2005-04-16 (International Finance)
- NEP-TRA-2005-04-16 (Transition Economics)
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